Referierte Publikationen

Veröffentlichungen der Forscher und Forscherinnen der Bundesbank nach Jahren

9 Beiträge
    • Acharya, V.V., B. Imbierowicz, S. Steffen and D. Teichmann,
      Does the lack of financial stability impair the transmission of monetary policy?, Journal of Financial Economics, forthcoming.
    • Falck, L., M. Hoffmann and P. Hürtgen,
      Disagreement about Inflation Expectations and Monetary Policy Transmission, Journal of Monetary Economics, forthcoming.
    • Jank, S., E. Smajlbegovic and C. Roling,
      Flying Under the Radar: The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices, Journal of Financial Economics, accepted.
    • Kühl, M.,
      The financial accelerator and market-based debt instruments: A role for maturities?, The B.E. Journal of Macroeconomics, forthcoming.
    • Mankart, J., A. Michaelides and S. Pagratis,
      Bank Capital Buffers in a Dynamic Model, Financial Management, forthcoming.


    • Bersch, J., H. Degryse, T. Kick and I. Stein
      The real effects of bank distress: Evidence from bank bailouts in Germany, Journal of Corporate Finance, Vol. 60, pp. 1-20.
    • Bursian, D. and A. Nagengast,
      Offshoring and the polarisation of the demand for capital, Economic Inquiry, Vol. 58(1), pp. 260-282.
    • Gerke, R., S. Giesen and A. Scheer,
      The Power of Forward Guidance in a Quantitative TANK Model, Economics Letters, Vol. 186, 108828. 
    • Grundke, P., K. Pliszka and M. Tuchscherer,
      Model and estimation risk in credit risk stress tests, Review of Quantitative Finance and Accounting, Vol. 55(1), pp. 163-199. 
    • Kick, T., S. Malinkovich and C. Merkl
      Loan supply and bank capital: A micro-macro linkage, Journal of International Money and Finance, Vol. 104, pp. 1-16.
    • Kick, T., M. Koetter and M. Storz
      Cross-border transmission of emergency liquidity, Journal of Banking and Finance, Vol. 113, pp. 1-17.
    • Schlepper, K., A. Schrimpf, R. Riordan and H. Hofer,
      The Market Microstructure of Central Bank Bond Purchases, Journal of Financial and Quantitative Analysis, Vol. 55(1), pp. 193-221.
    • Schultefrankenfeld, G.,
      Appropriate monetary policy and forecast disagreement at the FOMC, Empirical Economics, Vol. 58, pp. 223-255.
    • Adam, K. and H. Weber,
      Optimal Trend Inflation, The American Economic Review, Vol. 109(2), pp. 702-737.
    • Ahnert, T., K. Anand and P. Gai, Asset encumbrance, Bank Funding, and Financial Fragility, Review of Financial Studies, Vol. 32(6), pp. 2422-2455.
    • Anand, K. and P. Gai,
      Pre-emptive sovereign debt restructuring and holdout litigation, Oxford Economic Papers, Vol. 71(2), pp. 364-381.
    • Ariu, A., E. Biewen, S. Blank, G. Gaulier, J.M. González, P. Meinen, D. Mirza, C. Martin, and P. Tello,
      Firm Heterogeneity and Aggregate Business Services Exports: Micro Evidence from Belgium, France, Germany and Spain, The World Economy, Vol. 42(2), pp. 564-589.
    • Baltzer, M., S. Jank and E. Smajlbegovic, 
      Who trades on momentum?, Journal of Financial Markets, Vol. 42, pp. 56-74.
    • Bettendorf, T. and M. León-Ledesma,
      German wage moderation and European imbalances: Feeding the global VAR with theory, Journal of Money, Credit and Banking, Vol. 51(2-3), pp. 617-653.
    • Bettendorf, T.,
      Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach, International Journal of Finance and Economics, Vol. 24(1), pp. 296-312.
    • Bursian, D. and N. Stähler,
      Macroeconomic Effects of Increased Wage Flexibility in EMU, Journal of Economic Policy Reform, Vol. 22(1), pp. 69-83.
    • Di Pace, F. and M.S. Hertweck,
      Labor Market Frictions, Monetary Policy and Durable Goods, Review of Economic Dynamics, Vol. 32, pp. 274-304.
    • Dombret, A., D. Foos, K. Pliszka and A. Schulz,What are the real effects of financial market liquidity? Evidence on bank lending from the euro area, Journal of International Financial Markets, Institutions & Money, Vol. 62, pp. 152-183.
    • Dombret, A., Y. Gündüz, J. Rocholl,
      Will German Banks earn their cost of capital?, Contemporary Economic Policy, Vol. 37(1), pp. 156-169.
    • Dossche, M., V. Lewis and C. Poilly,
      Employment, Hours and The Welfare Effects of Intra-Firm Bargaining, Journal of Monetary Economics, Vol. 104C, pp. 70-88.
    • Hertrich, M.,
      A Novel Housing Price Misalignment Indicator for Germany, German Economic Review, Vol. 20(4): e759-e794.
    • Hoffmann, M., M.U. Krause and P. Tillmann,
      International capital flows, external assets and output volatility, Journal of International Economics, Vol. 117, pp. 242-255.
    • Hoffmann, M., M. Krause and T. Laubach,
      The Expectations-Driven US Current Account, Economic Journal, Vol. 129(618), pp. 897-924.
    • Kaufmann, S., C. Schumacher,
      Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification, Journal of Econometrics, Vol. 210(1), pp. 116-134.
    • Khalil M., Cross-Border Portfolio Diversification under Trade Linkages, Journal of Monetary Economics, Vol. 104, pp. 114-128.
    • Knüppel, M. and G. Schultefrankenfeld,
      Assessing the uncertainty in central banks’ inflation outlooks, International Journal of Forecasting, Vol. 35(4), pp. 1748-1769.
    • Lindner, P., A. Loeffler, E. Segalla, G. Valitova and U. Vogel,
      International Monetary Policy Spillovers through the bank funding channel, Journal of International Money and Finance. Vol. 90, pp. 161-174.
    • Nagengast, A., S. Goldbach, G. Wamser and E. Steinmüller,
      The effect of investing abroad on investment at home: On the role of technology, tax savings, and internal capital markets, Journal of International Economics, Vol. 116, pp. 58-73.
    • Nagengast, A.,
      An N-dimensional generalisation of the Amiti-Weinstein estimator, Applied Economics Letters, Vol. 26(8), pp. 669-676.
    • Nöckel, M., M. Neuenkirch and J. Burgard,
      State-Dependent Transmission of Monetary Policy in the Euro Area, Journal of Money, Credit and Banking, Vol. 51(7), pp. 2053-2070.
    • Schneider M. and F. Lillo,
      Cross-Impact and No-Dynamic-Arbitrage, Quantitative Finance, Vol. 19(1), pp. 137-154.
    • Tente, N., N. von Westernhagen and U.Slopek,
      M-PRESS-CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress, Journal of Money, Credit and Banking, Vol. 54(7), pp. 1923-1961.
    • Abbassi, P. and M. Schmidt,
      A comprehensive view on risk reporting: Evidence from supervisory data, Journal of Financial Intermediation, Vol. 36, pp. 74-85.
    • Anand, K, S. Friedrich et al.,
      The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability. Vol. 35, pp. 107-119.
    • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
      R&D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761-1773.
    • Burger, A., B. Jindra, P. Marek and M. Rojec ,
      Functional Upgrading and Value Capture of Multinational Subsidiaries, Journal of International Management, Vol. 24(2), pp. 108-122.
    • Eickmeier, S. and M. Kühnlenz,
      China's role in global inflation dynamics, Macroeconomic Dynamics, Vol. 22(2), pp. 225-254.
    • Enders, A., Z. Enders and M. Hoffmann,
      International Financial Market Integration, Asset Compositions, and the Failing Exchange Rate Pass-Through, Journal of International Economics, Vol. 110, pp. 151-175.
    • Foroni, C., F. Furlanetto and A. Lepetit,
      Labor Supply Factors and Economic Fluctua-tions, International Economic Review, Vol 59(3), pp. 1491-1510.
    • Frey, R., C. Kerl and A. Lipponer,
      Withdrawal from foreign lending in the financial crisis by parent banks and their branches and subsidiaries: Supply versus demand effects, Journal of Financial Services Research, Vol. 54(1), pp. 1-48.
    • Ghysels, E. , C. Horan and E. Mönch,
      Forecasting through the Rear-view Mirror: Data Revisions and Bond Return Predictability, Review of Financial Studies, Vol. 31(2), pp. 678-714.
    • Grundke, P. and K. Pliszka (2018), A macroeconomic reverse stress test, Review of Quantitative Finance and Accounting, Vol. 50(4), pp. 1093-1130.
    • Imbierowicz, B., J. Kragh and J. Rangvid,
      Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions, Journal of Money, Credit and Banking, Vol. 50(4), 573-602.
    • Kajuth, F.,
      A benchmark for wage growth through the lens of the Beveridge curve, Applied Economics Letters. Vol. 25(7), pp. 487-492.
    • Kerl C. (2018),
      German Banks in Financial Centers: How Risky is Their Business?, The Journal of Financial Perspectives, Vol. 5(1), pp. 1-17.
    • Köhler, M.,
      The payout behaviour of German savings banks, Credit and Capital Markets - Kredit und Kapital, Vol. 51(2), pp. 227-257.
    • Kühl M.,
      Excess comovements between the Euro/US dollar and Pound Sterling/US dollar exchange rates, Applied Economics, Vol. 50(34-35), pp. 3664-3685.
    • Kühl M.,
      The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms, International Journal of Central Banking, Vol. 14(4), pp. 93-161.
    • Lewis, V. and M. Roth,
      Interest Rate Rules under Financial Dominance, Journal of Economic Dynamics and Control, Vol. 95, pp. 70-88.
    • Löffler G. and P. Raupach,
      Pitfalls in the use of systemic risk measures, Journal of Financial and Quantitative Analysis, Vol. 53(3), pp. 269-298.
    • Meinen, P. and H. Raff,
      International Trade and Retail Market Performance and Structure: Theory and Empirical Evidence, Journal of International Economics, Vol. 115, pp. 99-114.
    • Meinen, P. and O. Röhe,
      To sign or not to sign? On the response of prices to financial and uncertainty shocks, Economics Letters, Vol. 171, pp. 189-192.
    • Memmel C., A. Seymen and M. Teichert,
      Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence, GERMAN Economic Review. Vol. 19(3), pp. 330-350.
    • Miller, P. and E. Töws,
      Loss given default adjusted workout processes for leases, Journal of Banking and Finance, Vol. 91, pp. 189-201.
    • Müller, P. and T. Schmidt,
      Identifying income and wealth-poor households in the euro area, Journal of Poverty, Vol. 22(2), pp. 126-155.
    • Ongena, S., G. Tümer-Alkan and N. von Westernhagen,
      Do Exposures to Sagging Real Estate, Subprime, or Conduits Abroad Lead to Contraction and Flight to Quality in Bank Lending at Home?, Review of Finance, Vol. 22(4), pp. 1335–1373.
    • Schneider M., F. Lillo and L. Pelizzon,
      Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market, Quantitative Finance, Vol 18(2), pp. 283-293.
    • von Beschwitz, B. and D. Foos,
      Banks' Equity Stakes and Lending: Evidence from a Tax Reform, Journal of Banking & Finance, Vol. 96, pp. 323-343.
    • Abbassi P., C. Brownlees, C. Hans and N. Podlich,
      Credit risk interconnectedness: what does the market really know?, Journal of Financial Stability, Vol. 29, pp. 1-12.
    • Abbassi, P., F. Fecht, and J.P. Tischer,
      Variations in market liquidity and the intraday interest rate, Journal of Money, Credit and Banking, Vol. 49(4), pp. 733-765.
    • Adam, K., J. Beutel and A. Marcet,
      Stock Price Booms and Expected Capital Gains, American Economic Review, Vol. 107(8), pp. 2352–2408.
    • Beckers, B., H. Herwartz and M. Seidel,
      Risk forecasting in (T)GARCH models with uncorrelated dependent innovations, Quantitative Finance, Vol. 17, pp. 121-137.
    • Beckmann J., and M. Kühl,
      The Role for Long- Run Target Values of the Exchange Rate in the Bank of Japan’s Policy Reaction Function, World Economy, Vol. 40(9), pp. 1836-1865.
    • Behr P., D. Foos and L. Norden,
      Cyclicality of SME lending and government involvement in banks, Journal of Banking and Finance, Vol. 77, pp. 64-77.
    • Berg T. and P. Koziol,
      An analysis of the consistency of banks’ internal ratings, Journal of Banking and Finance, Vol. 78, pp. 27-41.
    • Berner E., I. Birg and D. Boddin,
      Retailers and Consumers: The Pass-through of Import Price Changes, World Economy, Vol. 40(7), pp. 1314–1344.
    • Bettendorf, T.,
      Idiosyncratic and international transmission of shocks in the G7: does EMU matter?, Review of International Economics, Vol. 25(4), pp. 856-890.
    • Besedes T., S. Goldbach and V. Nitsch,
      You’re banned! The effect of sanctions on German cross-border financial flows, Economic Policy, Vol. 32(90), pp. 263-318.
    • Bettendorf T.,
      Investigating Global Imbalances: Empirical Evidence from a GVAR Approach, Economic Modelling, Vol. 64, pp. 201-210.
    • Bettendorf T. and D.Bursian,
      Chow-Lin X N: How adding a panel dimension can improve accuracy, Economics Letters, Vol. 157, pp. 5-9.
    • Bilias, Y., D. Georgarakos and M. Haliassos
      Has Greater Stock Market Participation Increased Wealth Inequality in the US?, Review of Income and Wealth, Vol. 63(1), pp. 169-188.
    • Blum, U., C. Fuhrmeister, P. Marek and M. Titze,
      R & D collaborations and the role of proximity, Regional Studies, Vol. 51(12), pp. 1761–1773.
    • Börsch-Supan, A., A. Ludwig and E. Vogel,
      Aging and Pension Reform: Extending the Retirement Age and Human Capital Formation, Journal of Pension Economics and Finance, Vol. 16(1), pp. 81-107.
    • Bursian, D.,
      Solving RE models with discontinuous policy rules – An application to minimum wage setting in Germany, Applied Economics Letters, Vol. 24(15), pp. 1121-1126.
    • Busch, R. and C. Memmel,
      Banks’ Net Interest Margin and the Level of Interest Rates, Credit and Capital Markets, Vol. 50(3), pp. 363-392.
    • Cardoso-Costa, J.-M. and V. Lewis,
      Fiscal Policy and Inflation in a Monetary Union, Economica, Vol. 84(336), pp. 779–796.
    • Döhrmann, D., M. Gürtler and M. Hibbeln,
      Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs, Journal of Risk and Insurance, Vol. 84(3), pp. 851-879.
    • Düll, R., F. König and J. Ohls,
      On the exposure of insurance companies to sovereign risk — Portfolio investments and market forces, Journal of Financial Stability, Vol. 31, pp. 93-106.
    • Hainz, C. and N. Hristov,
      Credit Crunch Indicator: Perceptions of the Willingness of Banks to Lend and Firms' Experience in the Credit Market, CESifo Forum, Vol. 18(2), pp. 66-69.
    • Hertrich, M. and H. Zimmermann,
      On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective, Journal of Money, Credit and Banking, Vol. 49(2-3), pp. 567-578.
    • Hoffmann, A., and A. Loeffler,
      Surplus liquidity, central bank losses and the use of reserve requirements in emerging markets, Review of International Economics, Vol. 25(5), pp. 990-998.
    • Hristov, N. and O. Huelsewig,
      Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area, Journal of Macroeconomics, Vol. 54(B), pp. 161-186.
    • Jochem, A. and S. Reitz,
      The role of global financial conditions for credit supply in EMU periphery countries, Applied Economics Letters, Vol. 24, pp. 727-731.
    • Kaufmann, S., C. Schumacher,
      Identifying relevant and irrelevant variables in sparse factor models, Journal of Applied Econometrics, Vol. 32(6), pp. 1123–1144.
    • Kick, T., I. Nehring and A. Schertler,
      Do all new brooms sweep clean? Evidence for outside bank appointments, Journal of Banking and Finance, Vol. 84, pp. 135-151.
    • Knetsch, T. and A. Nagengast,
      Penny Wise and pound Foolish? On the income of Germany’s Foreign investments, Review of World Economics, Vol. 153(4), pp. 753-778.
    • Knüppel, Malte and G. Schultefrankenfeld,
      Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215.
    • König, P. and A. Meyer-Gohde,
      Decoupling Real and Nominal Rigidities: A Re-examination of the Canonical Model of Price Setting Under Menu Costs, Economic Letters, Vol. 156, pp. 129-132.
    • Kühl, M.,
      Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks, Journal of Macroeconomics, Vol. 54(B), pp. 260-284.
    • Le Blanc, J., A. Porpiglia, F. Teppa, J. Zhu and M. Ziegelmeyer,
      Household saving behavior and credit constraints in the Euro area, International Journal of Central Banking, Vol. 12(2), pp. 15-70.
    • Le Blanc, J. and A. Scholl,
      Optimal savings for retirement: The role of individual accounts, Macroeconomic Dynamics, Vol. 21(6), pp. 1361–1388.
    • Lewis V. and R. Winkler,
      Government Spending, Entry and the Consumption Crowding-In Puzzle, International Economic Review, Vol. 58(3), pp. 943-972.
    • Mankart, J., and R. Oikonomou,
      Household search and the aggregate labour market, Review of Economic studies, Vol. 84(4), pp. 1735-1788.
    • Meinen P. and O. Röhe,
      On Measuring Aggregate Uncertainty and its Impact on Investment: Cross-country Evidence from the Euro Area, European Economic Review, Vol. 92, pp. 161-179.
    • Meller B. and N. Metiu,
      The synchronization of credit cycles, Journal of Banking and Finance, Vol. 82, pp. 98-111.
    • Menkhoff, L. and S. Sakha,
      Estimating Risky Behavior with Multiple-Item Risk Measures: Experimental Evidence, Journal of Economic Psychology, Vol. 59, pp. 56-86.
    • Ohls J., M. Pramor and L. Tonzer,
      International Banking and Cross-Border Effects of Regulation: Lessons from Germany, International Journal of Central Banking, Vol. 13(S1), pp. 129-162.
    • Richter M.,
      Asymmetric effects on financial cycles in a monetary union with diverging country preferences for variable- and fixed-rate mortgages, Review of Economics and Finance, Vol. 7(1), 19-36.
    • Schmidt, T. and P. Tzamourani,
      Zur finanziellen Bildung der privaten Haushalte in Deutschland: Ausgewählte Ergebnisse aus der Studie „Private Haushalte und ihre Finanzen (PHF)“, DIW Quarterly Journal of Economic Research. Vol. 86(4), pp. 31-49.
    • Sieber S. and T. Schmidt,
      The influence of an up-front experiment on respondents' recording behaviour in payment diaries: Evidence from Germany, Journal of Official Statistics, Vol. 33(29), pp. 427-454.
    • Sigmund M. and I. Stein,
      What predicts financial (in)stability? A Bayesian approach, Credit and Capital Markets. Vol 50(3), pp. 299-336.
    • Unger R.,
      Asymmetric credit growth and current account imbalances in the euro area, Journal of International Money and Finance, Vol. 73(Part. B), pp. 435-451.
    • Abbassi, P., R. Iyer, J. Peydró and F. Tous,
      Securities trading by banks and credit supply: Microevidence, Journal of Financial Economics, Vol. 121(3), pp. 569-594.
    • Abbate, A., S. Eickmeier, W. Lemke and M. Marcellino,
      The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, Journal of Money, Credit and Banking, Vol. 48, pp. 573-601.
    • Abrahams, M., T. Adrian, R. K. Crump, E. Moench and R. Yu,
      Decomposing Real and Nominal Yield Curves, Journal of Monetary Economics, Vol. 84, pp. 182-200.
    • Adam, K. and P. Tzamourani,
      Distributional consequences of asset price inflation in the euro area, European Economic Review, Vol. 89, pp. 172-192.
    • Ampudia, M., A. Pavlickova, J. Slacalek and E. Vogel,
      Household Heterogeneity in the Euro Area Since the Onset of the Great Recession, Journal of Policy Modeling, Vol. 38, pp. 181-197.
    • Andrade, P., R.K. Crump, S. Eusepi and E. Mönch,
      Fundamental Disagreement, Journal of Monetary Economics, Vol. 83, pp. 106-128.
    • Arnold, E.A., I. Größl, and P. Koziol,
      Market Discipline Across Bank Governance Models - Empirical Evidence from German Depositors, Quarterly Review of Economics and Finance, Vol. 61, issue C, pp. 126-138.
    • Arrondel, L., L. Bartiloro, P. Fessler, P. Lindner, T. Mathä, C. Rampazzi , F. Savignac, T. Schmidt, M. Schürz and P. Vermeulen,
      How do households allocate their assets? Stylized facts from the Eurosystem Household Finance and Consumption survey, International Journal of Central Banking, June, pp. 129-220.
    • Bagnall, J., D. Bounie, K. Huynh, A. Kosse, T. Schmidt, S. Schuh and H. Stix,
      Consumer cash usage: A cross-country comparison with payment diary survey data, International Journal of Central Banking, December/2016, pp. 1-62.
    • Berger, A., C. Bouwman, T. Kick and K. Schaeck,
      Bank liquidity creation and risk taking during distress, Journal of Financial Intermediation, Vol. 26, pp. 115-141.
    • Borstel, J. von, S. Eickmeier and L. Krippner,
      The interest rate pass-through in the euro area during the sovereign debt crisis, Journal of International Money and Finance, Vol. 68, pp. 386-402.
    • Bover, O., J. Casado, S. Costa, P. Du Caju, Y. McCarthy, E. Sierminska, P. Tzamourani, E. Villanueva and T. Zavadil,
      The distribution of debt across euro area countries: The role of individual characteristics, institutions and credit conditions, International Journal of Central Banking, Vol. 12(2), pp. 71-128.
    • Buch, C., M. Koetter and J. Ohls,
      Banks and sovereign risk: A granular view, Journal of Financial Stability, Vol. 25, pp. 1-15.
    • Busch, R. and C. Memmel,
      Quantifying the Components of the Banks' Net Interest Margin, Financial Markets and Portfolio Management, Vol. 30(4), pp. 371-396.
    • Cloyne, J. and P. Hürtgen,
      The macroeconomic effects of monetary policy: A new measure for the United Kingdom, American Economic Journal:Macroeconomics, Vol. 8(4), pp. 75-102.
    • Daude C., A. Nagengast and E. Levy Yeyati,
      On the effectiveness of exchange rate interventions in emerging markets, Journal of International Money and Finance, Vol. 64, pp. 239-261.
    • Droll T., N. Podlich and M. Wedow,
      Out of sight, out of mind? On the risk of sub-custodian structures, Journal of Banking and Finance, Vol. 68, pp. 47-56.
    • Eickmeier S., Marcellino M. and E. Prieto Fernandez,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol 31(7), pp. 1215-1233.
    • Fink K., U. Krüger, B. Meller and L. Wong,
      The credit quality channel: Modeling contagion in the interbank market, Journal of Financial Stability, Vol. 25, pp. 83-97.
    • Fischer C.,
      Determining global currency bloc equilibria: An empirical strategy based on estimates of anchor currency choice, Journal of International Money and Finance, Vol. 64, pp. 214-238.
    • Fratzscher, M., P. König and C. Lambert,
      Credit Provision and Banking Stability after the GFC, Journal of International Money and Finance, Vol. 66, pp. 113-135.
    • Frey C. and F. Mokinski,
      Forecasting with bayesian vector autoregressions estimated using professional forecasts, Journal of Applied Econometrics, Vol. 31(6), pp. 1083-1099.
    • Gadatsch N., K. Hauzenberger and N. Stähler,
      Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR, Economic Modelling, Vol. 52, pp. 997-1016.
    • Gerke, R. and F. Hammermann,
      Robust Monetary Policy in a New Keynesian Model with Imperfect Interest Rate Pass-Through, Macroeconomic Dynamics, Vol. 20(6), pp. 1504-1526.
    • Giesen S. and R. Scheufele,
      Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Esti-mators in DSGE Models, Journal of Macroeconomics, Vol. 48, pp. 1-18.
    • Götz T., A. Hecq and S. Smeekes,
      Testing for Granger causality in large mixed-frequency VARs, Journal of Econometrics, Vol. 193, pp. 418-432.
    • Hoffmann, M. and P. Hürtgen,
      Inflation Expectations, Disagreement and Monetary Policy, Economic Letters, Vol. 146, pp. 59-63.
    • Hollmayr, J. und M. Kühl,
      Imperfect Information about Financial Frictions and Consequences for the Business Cycle, Review of Economic Dynamics, Vol. 22, pp. 179-207.
    • Hossfeld, O. and A. Röthig,
      Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market, Finance Research Letters, Vol. 18, pp. 218-228.
    • Kick T., M. Koetter and T. Poghosyan,
      Bank Recapitalization, Regulatory Intervention, and Repayment, Journal for Money, Credit and Banking, Vol. 48(7), pp. 1467-1494.
    • Kliem M., A. Kriwoluzky and S. Sarferaz,
      Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries, European Economic Review, Vol. 88, pp. 158-184.
    • Kliem, M., A. Kriwoluzky and S. Sarferaz,
      On the low-frequency relationship between public deficits and inflation, Journal of Applied Econometrics, Vol. 31(3), pp. 566-583.
    • Kliem, M. and H. Uhlig,
      Bayesian Estimation of a DSGE Model with Asset Prices, Quantitative Economics, Vol. 7(1), pp. 257-287.
    • König, P. and D. Pothier,
      Too Much of a Good Thing? Short-term Debt as a Sorting Device, Journal of Financial Intermediation, Vol. 26, pp. 100-114.
    • Kohlbrecher B., C. Merkl and D. Nordmeier,
      Revisiting the Matching Function, Journal of Economic Dynamics and Control, Vol. 69, pp. 350-374.
    • Krause M. and S. Moyen,
      Public debt and changing inflation targets, American Economic Journal: Macroeconomics, Vol. 8(4), pp. 142-176.
    • Kremer J. and N. Stähler,
      Structural and cyclical effects of tax progression, Finanz Archiv, Vol. 72, pp. 41-73.
    • Liu W. and E. Mönch,
      What predicts US recessions? International Journal of Forecasting, Vol. 32(4), pp. 1138-1150.
    • Mankart J. and R. Oikonomou,
      The rise of the added worker effect, Economics Letters, Vol. 143, pp. 48-51.
    • Meinen P.,
      Markup responses to Chinese imports, Economics Letters, Vol. 141, pp. 122-124.
    • Metiu N.,
      How does the stock market respond to changes in bank lending standards? Economics Letters, Vol. 144, pp. 92-97.
    • Mokinski F.,
      Using time-stamped survey responses to measure expectations at a daily frequency, International Journal of Forecasting, Vol. 32, pp. 271-282.
    • Nagengast A. and R. Stehrer,
      The great collapse in value added trade, Review of International Economics, Vol. 24, pp. 392-421.
    • Nagengast A. and R. Stehrer,
      Accounting for the differences between gross and value added trade balances, World Economy, Vol. 39(9), pp. 1276-1306.
    • Nordmeier D., H.Schmerer and E. Weber,
      Trade and labor market dynamics: What do we learn from the data? Economics Letters, Vol. 145, pp. 206-209.
    • Prieto, E., S. Eickmeier and M. Marcellino,
      Time variation in macro-financial linkages, Journal of Applied Econometrics, Vol. 31(7), pp 1215-1233.
    • Vilsmeier J.,
      Updating the option implied probability of default methodology, Journal of Computational Finance, Vol. 19.
    • Vogel E.,
      Forward looking behavior in ECB liquidity auctions: evidence from the pre-crisis period, Journal of Inter-national Money and Finance, Vol. 61, pp. 120-142.
    • Zhu, J. and K. Adam,
      Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area, Journal of the European Economic Association, Vol. 14(4), pp. 871-906.
    • Adrian, T., R. K. Crump and E. Moench,
      Regression-Based Estimation of Dynamic Asset Pricing Models, Federal Reserve Bank of New York Staff Reports No. 493, June 2014, Journal of Financial Economics, Vol. 118, (2), pp. 211-244.
    • Alter, A., B. Craig and P. Raupach,
      Centrality-based capital allocations, International Journal of Central Banking, Vol. 11(3), 329-377.
    • Baltzer, M., O. Stolper and A. Walter,
      Home-field advantage or a matter of ambiguity aversion? Local bias among German individual investors, European Journal of Finance, Vol. 21 (9), pp. 734-754.
    • Bleich, D. and A. Dombret,
      Financial System Leverage and the Shortage of Safe Assets: Exploring the Policy Options, German Economic Review, Vol. 16(2), pp. 161-180.
    • Böninghausen, B. and M. Köhler,
      Diversification and determinants of international credit portfolios: evidence from German banks, International Review of Economics and Finance, Vol. 39, 57-75.
    • Bornemann, S., T. Kick, A. Pfingsten and A. Schertler,
      Earnings baths by CEOs during turnovers: Empirical evidence from German savings banks, Journal of Banking and Finance, Vol. 53, pp. 188-201.
    • Borsi, M. T. and N. Metiu,
      The evolution of economic convergence in the European Union, Empirical Economics, Vol. 48(2), pp. 657-681.
    • Brei M., Buzaushina A.,
      International financial shocks in emerging markets, Journal of International Money and Finance, Vol. 58, pp. 51-74
    • Breitung, J. and S. Eickmeier,
      Analyzing international business and financial cycles using multi-level factor models: A comparison of alternative approaches, Advances in Econometrics, Vol. 35.
    • Breitung, J. and S. Eickmeier,
      Analyzing business cycle asymmetries in a multi-level factor model, Economics Letters, Vol. 127, pp. 31-34.
    • Bursian, D. and S. Fürth,
      Trust Me! I am a European Central Banker, Journal of Money, Credit and Banking, Vol. 47(8), pp 1503-1530.
    • Bursian, D., A. Weichenrieder, J. Zimmer,
      Trust in government and fiscal adjustments, International Tax and Public Finance, Vol. 22, pp. 663-682.
    • Busch, R. and T. Kick,
      Income Structure and Bank Business Models: Evidence on Performance and Stability from the German Banking Industry, Schmalenbach Business Review, Vol. 67, pp. 226-253.
    • Choquette, E. and P. Meinen,
      Export Spillovers: Opening the Black Box, The World Economy, Vol. 38(12), pp. 1912-1946.
    • Cici, G., S. Gibson, Y. Gündüz and J. J. Merrick Jr.,
      Market Transparency and the Marking Precision of Bond Mutual Fund Managers, Journal of Portfolio Management, Vol. 41(2), pp. 126-137.
    • Clerc, L., A. Derviz, C. Mendicino, S. Moyen, K. Nikolov, L. Stracca, J. Suarez, A. Vardoulakis,
      Capital Regulation in a Macroeconomic Model with Three Layers of Default, International Journal of Central Banking, Vol. 11(3), pp. 9-64.
    • Eickmeier, S., W. Lemke and M. Marcellino,
      Classical time-varying FAVAR models - Estimation, forecasting and structural analysis, Journal of the Royal Statistical Society - Series A, Vol. 178(3), pp. 493-533.
    • Entrop, O., C. Memmel, B. Ruprecht and M. Wilkens,
      Determinants of bank interest margins: Impact of maturity transformation, Journal of Banking and Finance, Vol. 54, 1-19.
    • Foroni, C., M. Marcellino and C. Schumacher,
      U-MIDAS: MIDAS regressions with unrestricted lag polynomials, Journal of the Royal Statistical Society – Series A, Vol. 178, pp. 57-82.
    • Gehde -Trapp M., Gündüz Y. and J. Nasev,
      The Liquidity Premium in CDS Transaction Prices: Do Frictions Matter? Journal of Banking and Finance, Vol. 61, pp. 184-205.
    • Gündüz, Y., C. Memmel and P. Raupach,
      The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.
    • Harms, P., M. Hoffmann and C. Ortseifer,
      The Home Bias in Equities and Distribution Costs, Scandinavian Journal of Economics, Vol. 117(3), pp. 983-1018.
    • Hollmayr J. and C. Matthes,
      Learning about fiscal policy and the effects of policy uncertainty, Journal of Economic Dynamics and Control, Vol. 59, pp. 142-162.
    • Hübner M. and G. Vannoorenberghe,
      Patience and long-run growth Economics Letters, Vol.137, pp. 163-167.
    • Kick, T. and E. Prieto,
      Bank Risk and Competition: Evidence from Regional Banking Markets, Review of Finance, Vol. 19(3), 1185-1222.
    • Knüppel M.,
      Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Journal of Business and Economic Statistics, Vol. 33, pp. 270-28.
    • Köhler, M.,
      Which Banks are More Risky? The impact of business models on bank stability, Journal of Financial Stability, Vol. 16, pp. 195-212.
    • König, P.,
      Liquidity Requirements – A Double-Edged Sword, International Journal of Central Banking, Vol. 11(4), pp. 129-168.
    • Koziol, C., P. Koziol and T. Schön,
      Do correlated defaults matter for CDS premia? An empirical analysis, Review of Derivatives Research, Vol 18(3), 191-224.
    • Lewis, V. and R. Winkler,
      Fiscal Policy and Business Formation in Open Economies, Research in Economics, Vol. 69(4), pp. 603-620.
    • Lewis, V. and A. Stevens,
      Entry and Markup Dynamics in an Estimated Business Cycle Model, European Economic Review, Vol. 74, pp. 14-35.
    • Lucca, D. and E. Moench,
      The Pre-FOMC Announcement Drift, Federal Reserve Bank of New York Staff Reports No. 512, July 2013, Journal of Finance, Vol. 70(1), pp. 329-371.
    • Mankart, J. and G. Rodano,
      Personal Bankruptcy Law, Debt Portfolios, and Entrepreneurship, Journal of Monetary Economics, Vol. 76, pp. 157-172.
    • Meinen, P.,
      Sunk Costs of Exporting and the Role of Experience in International Trade, Canadian Journal of Economics, Vol. 48(1), pp.335-367.
    • Vandenbussche, J., U. Vogel and E. Detragiache,
      Macroprudential Policies and Housing Prices: A New Database and Empirical Evidence for Central, Eastern, and Southeastern Europe, Journal of Money, Credit and Banking, Vol. 47(S1), pp. 343-377.

    • Anand, K., F. Heinemann and P. König,
      Guarantees, Transparency and the Interdependency Between Sovereign and Bank Default Risk, Journal of Banking and Finance, Vol. 45, pp. 321-337.

    • Berger, A., T. Kick and K. Schaeck,
      Executive board composition and bank risk taking, Journal of Corporate Finance, Vol. 28, pp. 48-65.

    • Bornemann, S., S. Homölle, C. Hubensack, T. Kick and A. Pfingsten,
      Visible Reserves in Banks – Determinants of Initial Creation, Usage, and Contribution to Bank Stability, Journal of Business Finance and Accounting, Vol. 41(5) & (6), pp. 507-544.

    • Buch, C. M., S. Eickmeier and E. Prieto,
      In search for yield? Survey-based evidence on bank risk taking, Journal of Economic Dynamics and Control, Vol. 43, pp. 12-30.

    • Buch, C. M., S. Eickmeier and E. Prieto,
      Macroeconomic factors and micro-level bank behavior, Journal of Money, Credit and Banking, Vol. 46(4), pp. 715-751.

    • Buch, C.M., I. Kesternich, A. Lipponer and M. Schnitzer,
      Financial Constraints and Foreign Direct Investment: Firm-Level Evidence, Review of World Economics, Vol. 150 (2), pp. 393-420.

    • Buch, C. M. and E. Prieto,
      Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany, International Finance, Vol. 17(1), pp. 1-23.

    • Bursian, D. and M. Roth,
      Optimal policy and Taylor rule cross-checking under parameter uncertainty, B.E. Journal of Macroeconomics, Vol. 14(1), pp. 301–324,.

    • Dombret, A., T. Liebig and I. Stein,
      Trennbankensystem - ein Weg zu mehr Finanzstabilität in Deutschland?, Perspektiven der Wirtschaftspolitik, Vol. 15, pp. 41-55.

    • Dräger, L., U. Fritsche and J.-O. Menz,
      Perceived Inflation under Loss Aversion, Applied Economics, Vol 46(3), pp. 282-293.

    • Düllmann, K. and T. Kick,
      Stress testing German banks against a global credit crunch, Financial Markets and Portfolio Management, Vol. 28, pp. 337-361.

    • Düllmann, K. and P. Koziol,
      Are SME Loans Less Risky than Regulatory Capital Requirements Suggest?, Journal of Fixed Income, Vol. 23(4), pp. 89-103

    • Eickmeier, S., L. Gambacorta and B. Hofmann,
      Understanding global liquidity, European Economic Review, Vol. 68, pp. 1-18.

    • Fischer, C. and O. Hossfeld,
      A consistent set of multilateral productivity approach-based indicators of price competitiveness - results for Pacific Rim economies, Journal of International Money and Finance, Vol. 49(A), pp. 152-169.

    • Frey, R. and C. Kerl,
      Multinational banks in the crisis: Foreign affiliate lending as a mirror of funding pressure and competition on the internal capital market, Journal of Banking and Finance, Vol. 50, pp. 52-68.

    • Goldbach S. and V. Nitsch,
      Extra Credit: Bank Finance and Firm Export Status in Germany, The World Economy, Vol. 37(7), pp. 883-891.

    • Gündüz, Y. and O. Kaya,
      Impacts of the Financial Crisis on Eurozone Sovereign CDS Spreads, Journal of International Money and Finance, Vol. 49, 425-442.

    • Gündüz, Y., C. Memmel and P. Raupach,
      The Common Drivers of Default Risk, Journal of Financial Stability, Vol. 16, pp. 232-247.

    • Gündüz, Y. and M. Uhrig-Homburg,
      Does Modeling Framework Matter? A Comparative Study of Structural and Reduced-Form Models, Review of Derivatives Research, Vol. 17, pp. 39-78.

    • Hansen, J. D., P. Meinen and J. U. M. Nielsen,
      Elasticity of Substitution and Anti-Dumping Decisions, Review of World Economics, Vol. 150(4), pp. 787-816

    • Hristov, N., O. Huelsewig and T. Wollmershaeuser,
      The Interest Rate Pass–Through in the Euro Area During the Global Financial Crisis, Journal of Banking and Finance, Vol. 48, pp. 104-119.

    • Hristov, N., O. Huelsewig and T. Wollmershaeuser,
      Financial Frictions and Inflation Differentials in a Monetary Union, The Manchester School, Vol. 82(5), pp. 549-595.

    • Hürtgen, P. and R. Rühmkorf,
      Sovereign default risk and state-dependent twin deficits, Journal of International Money and Finance, Vol. 48, pp. 357-382

    • Islami, M. and J.-R. Kurz-Kim,
      A single composite financial stress indicator and ist real impact in the euro area, International Journal of Finance and Economics, Vol. 19(3), pp. 204-211.

    • Jahn, N. and T. Kick,
      Early Warning Indicators for the German Banking System: A Macroprudential Analysis, Credit and Capital Markets, Vol. 47(1), 5-47.

    • Kajuth, F.,
      NAIRU estimates for Germany: New evidence on the inflation-unemployment trade-off, GERMAN Economic Review, Vol. 17(1), pp. 104-125.

    • Kalckreuth, U. von, T. Schmidt and H. Stix,
      Choosing and using payment instruments: evidence from German microdata, Empirical Economics, Vol. 46(3), pp. 1019-1055.

    • Kalckreuth, U. von, T. Schmidt and H. Stix,
      Using Cash to Monitor Liquidity – Implications for Payments, Currency Demand and Withdrawal Behavior, Journal of Money, Credit and Banking, Vol. 46(8), pp. 1753-1786.

    • Kempkes, G.,
      Cyclical adjustment in fiscal rules: some evidence on real-time bias for EU-15 countries, FinanzArchiv, Vol. 70(2), pp. 278-315.

    • Kliem, M. and A. Kriwoluzky,
      Toward a Taylor rule for fiscal policy, Review of Economic Dynamics, Vol. 17(2), pp. 294-302.

    • Knetzsch, T.A., K. Sonderhof and W.Kempe,
      Das Erwerbspersonenpotenzial zu Vollzeitäquivalenten: Messkonzept, Projektion und Anwen-dungsbeispiele, Schmollers Jahrbuch, Vol. 134(1), pp. 1-24.

    • Knüppel, M.,
      Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors, International Journal of Forecasting, Vol. 30(2), pp. 257-267.

    • Knüppel, M.,
      Can Capacity Constraints Explain Asymmetries of the Business Cycle?, Macroeconomic Dynamics, Vol. 18(1), pp. 65-92.

    • Köhler, M.,
      Business Models in Banking - How did they evolve and how do they need to be changed in the post-crisis period?, Journal of Financial Perspectives, Vol. 2(I), pp. 161-176.

    • Köhler, M.,
      Does Non-Interest Income Make Banks More risky? Retail- vs. Investment-Oriented Banks, Review of Financial Economics, Vol. 23, pp. 182-193.

    • Koziol, P.,
      Inflation and Interest Rate Derivatives for FX Risk Management: Implications for Exporting Firms under Real Wealth, Quarterly Review of Economics and Finance, Vol. 54(4), 459-472.

    • Kurz-Kim, J.-R. and M. Loretan,
      On the properties of the coefficient of determination in regression models with infinite-variance variables, Journal of Econometrics, Vol. 181, pp. 15-24.

    • Kuzin, V. and F. M. Bremus,
      Unemployment and Portfolio choice: Does persistence matters?, Journal of Macroeconomics, Vol. 40, pp. 99-113.

    • Löffler, A. and A. Hoffmann,
      Low Interest Rate Policy and the Use of Reserve Requirements in Emerging Markets, Quarterly Review of Economics and Finance, Vol. 54(3), pp. 307-314.

    • Mankart, J.,
      The (Un-) importance of Chapter 7 wealth exemption levels, Journal of Economic Dynamics and Control, Vol. 38, pp. 1-16.

    • Memmel, C.,
      Banks' interest rate risk: The net interest income perspective and the market value perspective, Quantitative Finance, Vol. 14(6), pp. 1059-1068.

    • Moyen, S. and N. Stähler,
      Unemployment Insurance and the Business Cycle: Should Entitlement Duration React to the Cycle?, Macroeconomic Dynamics, Vol. 18, pp. 497-525.

    • Nordmeier, D.,
      Worker flows in Germany: Inspecting the time aggregation bias, Labour Economics, Vol. 28, pp. 70-83.

    • Schmidt, T.,
      Consumers' Recording Behaviour in Payment Diaries – Empirical Evidence from Germany, Survey Methods: Insights from the Field, August 2014, http://surveyinsights.org/?p=4563, DOI: 10.13094/SMIF-2014-00008.

    • Schulz, A. and J. Stapf,
      Price discovery on traded inflation expectations: Does the financial crisis matter?, European Journal of Finance, Vol. 20(11), pp. 1037-1063.

    • Schulze, K.,
      Existence and Computation of the Aumann-Serrano Index of Riskiness and its Extension, Journal of Mathematical Economics, Vol. 50(1), pp. 219-224.

    • Schwarzmüller, T. and N. Stähler,
      Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod, SERIEs, Vol. 4(4), pp. 437-471.

    • Tasca, P., P. Mavrodiev and F. Schweitzer,
      Quantifying the Impact of Leveraging and Diversification on Systemic Risk, Journal of Financial Stability, Vol. 15, pp. 43-52.

    • Umber, M., M. Grote and R. Frey,
      Same as it ever was? Europe's national borders and the market for corporate control, Journal of International Money and Finance, Vol. 40, pp. 109-127.

    • Zhu, J. (2014), Bracket Creep Revisited – with and without r > g: Evidence from Germany, Journal of Income Distribution, Vol. 23(3-4), pp. 106ff.

    • Baltzer, M.,
      Speculation as a trigger for regulation of capital markets in Germany in the late 19th century, Economic History Yearbook 2013/2, 95-110.

    • Baltzer, M., O. Stolper and A. Walter,
      Is local bias a cross-border phenomenon? Evidence from individual investors' international asset allocation, Journal of Banking and Finance, Vol. 37(8), 2823-2835.

    • Berger, A., T. Kick, M. Koetter and K. Schaeck,
      Does it pay to have friends? Social ties and executive appointments in banking, Journal of Banking and Finance, Vol. 37, pp. 2087-2105.

    • Bettendorf, T. and W. Chen (2013), Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests, Economics Letters, Elsevier, Vol. 120(2), pp 350-353.

    • Bleich, D., T. Bleich and R. Fendel,
      Einige Anmerkungen zum Wesen der Deflation aus Sicht der Finanzstabilität, Zeitschrift für Wirtschaftspolitik, Vol. 62(2), 134-158.

    • Bleich, D., R. Fendel and J.-C. Rülke,
      Monetary Policy and Stock Market Volatility, Economics Bulletin, Vol. 33(3), 1669-1680.

    • Dombret, A. and A. Ebner,
      Default of systemically important financial intermediaries: short-term stability versus incentive compatibility?, German Economic Review, Vol. 14(1), 15-30.

    • Eickmeier, S. and B. Hoffmann,
      Monetary policy, housing booms, and financial (im)balances, Macroeconomic Dynamics, Vol. 17(4), pp. 830-860.

    • Eickmeier, S. and K. Pijnenburg,
      The global dimension of inflation-evidence from factor-augmented Phillips curves, Oxford Bulletin of Economics and Statistics, Vol. 75(1), pp. 103-122.

    • Gerke, R., M. Jonsson, M. Kliem, M. Kolasa, P. Lafourcade, A. Locarno, K. Makarskic and P. McAdam,
      Assessing Macro-Financial Linkages: A Model Comparison Exercise, Economic Modelling, Vol. 31(3), 253-264.

    • Jordà, Ò., M. Knüppel and M. Marcellino,
      Empirical Simultaneous Prediction Regions for Path-Forecasts, International Journal of Forecasting, Vol. 29(3), 456-468.

    • Kadow, A., M. Cerrato, R. MacDonald and S. Straetmans,
      Does the euro dominate Central and Eastern European money markets? Journal of International Money and Finance, Vol. 32, pp. 700-718.

    • Kliem, M. and A. Kriwoluzky,
      Reconciling narrative monetary policy disturbances with structural VAR model shocks?, Economics Letters, Vol. 121(2), 247-251.

    • Knetsch, T. A.,
      Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen, Jahrbücher für Nationalökonomie und Statistik, Vol. 233(5+6), 638-660.

    • Kurz, C. and J.-R. Kurz-Kim,
      What determines the dynamics of absolute excess returns on stock markets?, Economics Letters, Vol. 118(2), 342-346.

    • Kuzin, V., M. Marcellino and C. Schumacher,
      Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries, Journal of Applied Econometrics, Vol. 28, 392-411.

    • Mayer, E. and N. Stähler,
      The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule, Empirica: Journal of European Economics, Vol. 40(1), 39-74.

    • Meller, B.,
      The Two-Sided Effect of Financial Globalization on Output Volatility, Review of World Economics, Vol. 149(3), pp. 477-504.

    • Podlich, N. and M. Wedow (2013),
      Are insurers SIFIs? A MGARCH model to measure interconnectedness, Applied Economics Letters, Vol. 20(7), pp. 677-681.

    • Puzanova, N. and K. Düllmann,
      Systemic risk contributions: A credit portfolio approach, Journal of Banking and Finance, Vol. 37, 1243-1257.

    • Schultefrankenfeld, G.,
      Forecast uncertainty and the Bank of England’s interest rate decisions, Studies in Nonlinear Dynamics and Econometrics, Vol. 17(1), 1-20.